| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
19,063.64 |
19,571.68 |
508.04 |
2.7% |
19,745.18 |
| High |
19,647.67 |
19,729.79 |
82.12 |
0.4% |
20,177.62 |
| Low |
18,505.32 |
18,874.58 |
369.26 |
2.0% |
18,222.21 |
| Close |
19,571.68 |
19,505.58 |
-66.10 |
-0.3% |
18,857.58 |
| Range |
1,142.35 |
855.21 |
-287.14 |
-25.1% |
1,955.41 |
| ATR |
1,122.05 |
1,102.99 |
-19.06 |
-1.7% |
0.00 |
| Volume |
102,926 |
72,952 |
-29,974 |
-29.1% |
345,459 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,935.61 |
21,575.81 |
19,975.95 |
|
| R3 |
21,080.40 |
20,720.60 |
19,740.76 |
|
| R2 |
20,225.19 |
20,225.19 |
19,662.37 |
|
| R1 |
19,865.39 |
19,865.39 |
19,583.97 |
19,617.69 |
| PP |
19,369.98 |
19,369.98 |
19,369.98 |
19,246.13 |
| S1 |
19,010.18 |
19,010.18 |
19,427.19 |
18,762.48 |
| S2 |
18,514.77 |
18,514.77 |
19,348.79 |
|
| S3 |
17,659.56 |
18,154.97 |
19,270.40 |
|
| S4 |
16,804.35 |
17,299.76 |
19,035.21 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,952.03 |
23,860.22 |
19,933.06 |
|
| R3 |
22,996.62 |
21,904.81 |
19,395.32 |
|
| R2 |
21,041.21 |
21,041.21 |
19,216.07 |
|
| R1 |
19,949.40 |
19,949.40 |
19,036.83 |
19,517.60 |
| PP |
19,085.80 |
19,085.80 |
19,085.80 |
18,869.91 |
| S1 |
17,993.99 |
17,993.99 |
18,678.33 |
17,562.19 |
| S2 |
17,130.39 |
17,130.39 |
18,499.09 |
|
| S3 |
15,174.98 |
16,038.58 |
18,319.84 |
|
| S4 |
13,219.57 |
14,083.17 |
17,782.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,360.82 |
18,505.32 |
1,855.50 |
9.5% |
1,035.84 |
5.3% |
54% |
False |
False |
71,163 |
| 10 |
20,360.82 |
18,222.21 |
2,138.61 |
11.0% |
1,057.41 |
5.4% |
60% |
False |
False |
68,883 |
| 20 |
22,718.84 |
18,222.21 |
4,496.63 |
23.1% |
1,118.44 |
5.7% |
29% |
False |
False |
60,524 |
| 40 |
25,198.76 |
18,222.21 |
6,976.55 |
35.8% |
1,064.75 |
5.5% |
18% |
False |
False |
54,006 |
| 60 |
25,198.76 |
18,222.21 |
6,976.55 |
35.8% |
1,173.57 |
6.0% |
18% |
False |
False |
53,218 |
| 80 |
31,519.37 |
17,614.34 |
13,905.03 |
71.3% |
1,316.28 |
6.7% |
14% |
False |
False |
55,064 |
| 100 |
32,629.75 |
17,614.34 |
15,015.41 |
77.0% |
1,457.67 |
7.5% |
13% |
False |
False |
50,956 |
| 120 |
43,431.35 |
17,614.34 |
25,817.01 |
132.4% |
1,578.87 |
8.1% |
7% |
False |
False |
45,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,364.43 |
|
2.618 |
21,968.73 |
|
1.618 |
21,113.52 |
|
1.000 |
20,585.00 |
|
0.618 |
20,258.31 |
|
HIGH |
19,729.79 |
|
0.618 |
19,403.10 |
|
0.500 |
19,302.19 |
|
0.382 |
19,201.27 |
|
LOW |
18,874.58 |
|
0.618 |
18,346.06 |
|
1.000 |
18,019.37 |
|
1.618 |
17,490.85 |
|
2.618 |
16,635.64 |
|
4.250 |
15,239.94 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,437.78 |
19,481.41 |
| PP |
19,369.98 |
19,457.24 |
| S1 |
19,302.19 |
19,433.07 |
|